+77,094.7%
ASML vs ALL
+3,929.5%
+73,165.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.5% | -9.0% |
| 7D | -19.0% | +4.2% | -23.3% | -20.4% |
| 30D | -25.9% | +18.9% | -44.9% | -31.2% |
| 3M | -19.1% | +1.2% | -20.3% | -20.3% |
| 6M | -5.7% | +23.2% | -28.9% | -15.8% |
| YTD | +27.6% | +30.0% | -2.4% | +10.5% |
| 1Y | +30.8% | +39.6% | -8.8% | +9.7% |
| 3Y | +116.2% | +115.2% | +1.0% | +44.2% |
| 5Y | +67.7% | +156.2% | -88.6% | +0.1% |
| 10Y | +1,355.3% | +398.0% | +957.3% | +534.9% |
| All | +77,094.7% | +3,929.5% | +73,165.2% | +20,032.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling